A suicide bomber threw himself into a crowd of Yemeni police cadets leaving their academy and detonated his explosives, killing and wounding at least 10 people, a security official said.
Ambulances could be seen rushing to the site of the attack in the capital Sanaa.
Medics at the scene said dozens more were wounded in the explosion at the entrance to the police academy.
In May, a suicide bomber in army uniform struck at the heart of Yemen's military establishment, killing more than 90 people during a rehearsal for an army parade in the capital Sanaa.
The attack was claimed by Al-Qaeda in the Arabian Peninsula (AQAP), which US officials have described as the most dangerous franchise of the global militant network.
Fighters linked to al-Qaeda have vowed to carry their fight across Yemen after a US-backed military offensive in May drove them out of strongholds they took last year during protests against former president Ali Abdullah Saleh's rule.
Also on Wednesday, the government announced that two al-Qaeda fighters who tunnelled out of a prison last month were re-arrested in a southern province.
An Interior Ministry statement said the two were captured in al-Dhali province on Tuesday. It said they were among five fighters who escaped from a prison in the western province of Hodeida on June 26.
It said one of the two, Nasser Ismail Ahmed Muttahar, was detained for taking part in an attack on the US embassy in Sanaa in 2008.